David Malin Roodman
Center for Global Development
1 paper in the Anchorcite directory, published in 2009, cited 5,154 times in total.
ORCID profileResearch topics
- Housing Market and Economics · 1 paper
- Fiscal Policy and Economic Growth · 1 paper
- Monetary Policy and Economic Impact · 1 paper
Papers
- A Note on the Theme of Too Many Instruments *Oxford Bulletin of Economics and Statistics · 2009 · 5,154 citations
Abstract The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily generate instruments that are numerous and, in system GMM, potentially suspect. A large instrument collection overfits endogenous…
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